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Fractals

interface cAlgo.API.Indicators

DesktopCLICloud

The fractal indicator is a trading indicator used in technical analysis that is used to identify potential trend reversal points in a market.

Definition

public interface Fractals

Namespace: cAlgo.API.Indicators · Group: Indicators · Implements: StandardIndicator

Examples

Example 1

var fractals = Indicators.Fractals(5);
Print("Up fractal: {0}, Down fractal: {1}", fractals.UpFractal.Last(3), fractals.DownFractal.Last(3));
fractals = api.Indicators.Fractals(5)
api.Print(f"Up fractal: {fractals.UpFractal.Last(3)}, Down fractal: {fractals.DownFractal.Last(3)}")

Example 2

using cAlgo.API;
using cAlgo.API.Indicators;
using cAlgo.API.Internals;

namespace cAlgo.Robots
{
    // This sample cBot shows how to use the Fractals indicator
    public partial class FractalsSample : Robot
    {
        private double _volumeInUnits;

        private Fractals _fractals;

        public Position[] BotPositions
        {
            get
            {
                return Positions.FindAll(Label);
            }
        }

        protected override void OnStart()
        {
            _volumeInUnits = Symbol.QuantityToVolumeInUnits(VolumeInLots);

            _fractals = Indicators.Fractals(5);
        }

        protected override void OnBar()
        {
            if (!double.IsNaN(_fractals.DownFractal.Last(1)))
            {
                ClosePositions(TradeType.Sell);

                ExecuteMarketOrder(TradeType.Buy, SymbolName, _volumeInUnits, Label, StopLossInPips, TakeProfitInPips);
            }
            else if (!double.IsNaN(_fractals.UpFractal.Last(1)))
            {
                ClosePositions(TradeType.Buy);

                ExecuteMarketOrder(TradeType.Sell, SymbolName, _volumeInUnits, Label, StopLossInPips, TakeProfitInPips);
            }
        }

        private void ClosePositions(TradeType tradeType)
        {
            foreach (var position in BotPositions)
            {
                if (position.TradeType != tradeType) continue;

                ClosePosition(position);
            }
        }
    }
}
import clr

clr.AddReference("cAlgo.API")

# Import cAlgo API types
from cAlgo.API import *

# Import trading wrapper functions
from robot_wrapper import *
import math

class FractalsSample():
    def on_start(self):
        self.volumeInUnits = api.Symbol.QuantityToVolumeInUnits(api.VolumeInLots)
        self.fractals = api.Indicators.Fractals(5)

    def on_bar(self):
        if not math.isnan(self.fractals.DownFractal.Last(1)):
            self.close_positions(TradeType.Sell)
            api.ExecuteMarketOrder(TradeType.Buy, api.SymbolName, self.volumeInUnits, api.Label, api.StopLossInPips, api.TakeProfitInPips)
        elif not math.isnan(self.fractals.UpFractal.Last(1)):
            self.close_positions(TradeType.Buy)
            api.ExecuteMarketOrder(TradeType.Sell, api.SymbolName, self.volumeInUnits, api.Label, api.StopLossInPips, api.TakeProfitInPips)

    def get_bot_positions(self):
        return api.Positions.FindAll(api.Label)

    def close_positions(self, tradeType):
        for position in self.get_bot_positions():
            if position.TradeType != tradeType:
                continue
            api.ClosePosition(position)
{
  "AccessRights": "None",
  "TimeZone": "UTC",
  "Parameters": [
    {
      "Name": "VolumeInLots",
      "DisplayName": "Volume (Lots)",
      "Type": "Double",
      "DefaultValue": 0.01
    },
    {
      "Name": "StopLossInPips",
      "DisplayName": "Stop Loss (Pips)",
      "Type": "Double",
      "DefaultValue": 10
    },
    {
      "Name": "TakeProfitInPips",
      "DisplayName": "Take Profit (Pips)",
      "Type": "Double",
      "DefaultValue": 10
    },
    {
      "Name": "Label",
      "Type": "String",
      "DefaultValue": "Sample"
    }
  ]
}

Properties

Name Description
DownFractalDesktopCLICloudIndicatorDataSeries The down fractals plot/output
UpFractalDesktopCLICloudIndicatorDataSeries The up fractals plot/output

Inherited members

From StandardIndicator: AddToChart, Symbol, TimeFrame, Bars